+62.1%
DAL vs TTWO
-18.4%
+80.5%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +7.1% | 0.0% | +5.7% |
| 7D | +11.1% | +7.0% | +4.1% | +9.6% |
| 30D | +7.7% | +2.7% | +5.0% | +7.0% |
| 3M | -3.5% | -13.0% | +9.5% | -1.8% |
| 6M | +31.3% | -7.2% | +38.5% | +31.9% |
| YTD | +30.0% | -18.4% | +48.4% | +31.2% |
| 1Y | +62.1% | -17.2% | +79.3% | +63.3% |
| All | +62.1% | -18.4% | +80.5% | +63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TTWO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling